Nontrading, market-making, and estimates of stock price volatility
By: Terry A. Marsh and Eric R. Rosenfeld.
Contributors: Rosenfeld, Eric R.
Edition: Rev. July 1985.
Series: Working Paper -- #1549-83; Working paper (Sloan School of Management) -- 1549-83.
Publisher: Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Published: 1985
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 22
Other titles: Estimates of stock price volatility.